The Pricing of Crude Oil Futures Contracts
Year of publication: |
1990-11
|
---|---|
Authors: | Gibson, Rajna ; Schwartz, Eduardo S |
Institutions: | European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. |
Subject: | Spot Prices | Commodity Futures | Commodity Options | Theory of Storage | Market Price of Risk | Inventories | NYMEX |
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